ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	120-052	120-090	0-038	0.1%	120-015
High	120-172	120-167	-0-005	0.0%	120-290
Low	120-002	120-037	0-035	0.1%	119-297
Close	120-097	120-142	0-045	0.1%	120-097
Range	0-170	0-130	-0-040	-23.5%	0-313
ATR	0-167	0-165	-0-003	-1.6%	0-000
Volume	443,642	617,679	174,037	39.2%	2,547,156

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-185	121-134	120-214
R3	121-055	121-004	120-178
R2	120-245	120-245	120-166
R1	120-194	120-194	120-154	120-220
PP	120-115	120-115	120-115	120-128
S1	120-064	120-064	120-130	120-090
S2	119-305	119-305	120-118
S3	119-175	119-254	120-106
S4	119-045	119-124	120-070

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-100	122-252	120-269
R3	122-107	121-259	120-183
R2	121-114	121-114	120-154
R1	120-266	120-266	120-126	121-030
PP	120-121	120-121	120-121	120-164
S1	119-273	119-273	120-068	120-037
S2	119-128	119-128	120-040
S3	118-135	118-280	120-011
S4	117-142	117-287	119-245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-290	119-297	0-313	0.8%	0-177	0.5%	53%	False	False	632,967
10	120-290	119-277	1-013	0.9%	0-171	0.4%	56%	False	False	602,641
20	122-115	119-277	2-158	2.1%	0-176	0.5%	23%	False	False	557,395
40	122-115	119-277	2-158	2.1%	0-143	0.4%	23%	False	False	485,334
60	122-115	118-297	3-138	2.8%	0-145	0.4%	44%	False	False	464,660
80	122-115	118-297	3-138	2.8%	0-141	0.4%	44%	False	False	384,567
100	122-115	117-030	5-085	4.4%	0-123	0.3%	64%	False	False	307,738

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-080
2.618	121-187
1.618	121-057
1.000	120-297
0.618	120-247
HIGH	120-167
0.618	120-117
0.500	120-102
0.382	120-087
LOW	120-037
0.618	119-277
1.000	119-227
1.618	119-147
2.618	119-017
4.250	118-124

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	120-129	120-136
PP	120-115	120-130
S1	120-102	120-124

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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